+42.0%
SOFI vs PSLV
+117.8%
-75.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | -4.9% | -3.5% | -1.5% | -3.9% |
| 30D | -3.5% | -2.1% | -1.3% | -2.7% |
| 3M | +3.9% | -1.6% | +5.5% | +4.1% |
| 6M | -6.5% | -25.5% | +19.0% | +2.0% |
| YTD | -33.8% | -11.4% | -22.4% | -36.8% |
| 1Y | -33.3% | +48.6% | -81.9% | -51.7% |
| 3Y | +94.6% | +166.9% | -72.3% | -0.9% |
| 5Y | +13.3% | +152.4% | -139.1% | -41.8% |
| All | +42.0% | +117.8% | -75.8% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling